+154.8%
HPQ vs FAST
+606.6%
-451.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -2.1% |
| 7D | -0.6% | +3.8% | -4.5% | -2.4% |
| 30D | -6.5% | +8.1% | -14.5% | -9.8% |
| 3M | -5.1% | +5.8% | -10.9% | -7.9% |
| 6M | +27.3% | +24.9% | +2.4% | +14.0% |
| YTD | +31.7% | +38.9% | -7.2% | +11.0% |
| 1Y | +13.0% | +36.5% | -23.5% | -4.0% |
| 3Y | +18.3% | +98.1% | -79.8% | -18.4% |
| 5Y | +7.4% | +109.3% | -101.9% | -29.2% |
| 10Y | +154.8% | +547.9% | -393.1% | +8.3% |
| All | +154.8% | +606.6% | -451.8% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FAST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling